Video Card Problems

Hi,

I just finished building a new computer. Everything is working okay except
for the video card.

Motherboard: Gigabyte GA-P55-UD3R
CPU: Intel 1156 Quadcore
Video: HD4650 512MB PCI-e

When i try to start the computer, the video card fan starts to spin fast for
about 5 seconds, then normal speed for 5 seconds, then fast again and this
repeats just as long as the computer is on. There's also nothing showing on
display. No beep codes.

Any ideas to what i missed or am doing wrong?

Thanks.